Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 0.498274 0.558062 0.625833 0.709141 0.809913 0.929364 1.083984
2025-09-14 0.419656 0.491614 0.579044 0.695377 0.849805 1.053565 1.353567
2025-09-21 0.371066 0.449008 0.548675 0.689623 0.891335 1.183123 1.667115
2025-09-28 0.331900 0.411319 0.516836 0.673261 0.911096 1.283003 1.970273
2025-10-05 0.318111 0.404344 0.523734 0.710232 1.014287 1.536803 2.648535
2025-10-12 0.313048 0.408001 0.545015 0.770974 1.168242 1.928961 3.861602
2025-10-19 0.291066 0.384863 0.523513 0.759715 1.194882 2.089150 4.667462
2025-10-26 0.275261 0.369095 0.511115 0.761029 1.244098 2.314713 5.888444
2025-11-02 0.255962 0.346366 0.485333 0.735229 1.234375 2.401515 6.759163
2025-11-09 0.235484 0.320374 0.452070 0.691975 1.180806 2.362585 7.111659
2025-11-16 0.223778 0.307138 0.438427 0.682788 1.197702 2.516465 8.582900
2025-11-23 0.220833 0.307307 0.446789 0.715521 1.314009 3.007023 13.117246
2025-11-30 0.210781 0.296060 0.435865 0.711728 1.350735 3.297618 17.844848
2025-12-07 0.200344 0.283520 0.421681 0.699700 1.365282 3.528730 23.717887
2025-12-14 0.191928 0.273747 0.411544 0.694672 1.397144 3.853316 34.484582
2025-12-21 0.182662 0.261997 0.396946 0.678461 1.395655 4.047845 46.966960
2025-12-28 0.181467 0.263664 0.406734 0.716013 1.555808 5.138346 149.583788
2026-01-04 0.182982 0.270003 0.425741 0.777576 1.814816 7.237377 13045.483803
2026-01-11 0.175821 0.260775 0.414241 0.766207 1.834377 7.870133 NaN
2026-01-18 0.170587 0.254653 0.408314 0.767552 1.899627 9.014183 NaN
2026-01-25 0.162829 0.243653 0.392036 0.741434 1.858352 9.179618 NaN
2026-02-01 0.153686 0.229830 0.369463 0.697650 1.742886 8.519290 NaN
2026-02-08 0.148641 0.223173 0.360849 0.688353 1.756931 9.210260 NaN